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Multinomial estimation procedures for two stochastically ordered distributions

โœ Scribed by R.L. Dykstra; Chu-In Charles Lee; Xiaosong Yan

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
377 KB
Volume
30
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

Standard estimation procedures in a multinomial setting are the methods of maximum likelihood, minimum chi-square, Neyman modified minimum chi-square, minimum discrimination information, and the Freeman-Tukey criteria. In this paper it is shown that if the parameter region of interest is restricted to be that of stochastic ordering between two muttinomial parameters, then all these procedures can also be related as in Dykstra and Lee (1991) and the corresponding estimates can be expressed in terms of a simple weighted least square projection.

๐Ÿ“œ SIMILAR VOLUMES

Higher order asymptotics in estimation f
Higher order asymptotics in estimation for two-sided Weibull type distributions
โœ Masafumi Akahira; Kei Takeuchi ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› Springer Japan ๐ŸŒ English โš– 759 KB

We consider the estimation problem of a location parameter 0 on a sample of size n from a two-sided Weibull type densityf(x -0) = C(a) exp (-Ix-OI ยฐ) for -~<x<oo, -oo<0<oo and 1<a<3/2, where C(a) = a~ {2F(I / a)}. Then the bound for the distribution of asymptotically median unbiased estimators is ob